+270.8%
PNC vs SAN
+347.0%
-76.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | -0.9% | -2.8% | +1.9% | +0.5% |
| 30D | -4.4% | -0.5% | -3.9% | -4.2% |
| 3M | +5.3% | +22.7% | -17.5% | -5.5% |
| 6M | +19.6% | +28.8% | -9.2% | +4.0% |
| YTD | +19.1% | +26.3% | -7.1% | +3.7% |
| 1Y | +24.3% | +48.8% | -24.5% | -1.1% |
| 3Y | +132.2% | +347.2% | -215.0% | -1.3% |
| 5Y | +52.3% | +383.8% | -331.4% | -40.8% |
| All | +270.8% | +347.0% | -76.2% | +42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SAN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling